Time Series Analysis Software Statistics Math
Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis.
Top: Science: Math: Statistics: Software: Time Series Analysis
- kSpectra Toolkit - Using novel tools such as singular spectrum analysis software and multitaper method, time series can be decomposed software into noise and predictable components - trends and software oscillatory modes, which can be reconstructed and forecast.
- JMulTi - Time series analysis program, written in Java, to software accompany book "Applied Time Series Analysis", by Helmut software Lutkepohl and Markus Kratzig.
- DEMETRA - Free user-friendly interface to Tramo/Seats and X-12-Arima for automated applications software and for detailed time series analysis.
- [web:reg] [free Excel Add-Ins (Hodrick Prescott, Bandpass, ADF, ARIMA, Correlogram...)] - My programs are primarily econometrical Excel Add-Ins which statistics are written time series analysis in VBA or C++. Add-Ins have statistics the great advantage that time series analysis you can work directly statistics from Excel.
- Brodgar - Program package used for estimating common trends, seasonal components and software cycles in short, non-stationary multivariate time series. Based on dynamic software factor analysis.
- CaterpillarSSA - Based on the model-free method of time series time series analysis statistics analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of time series analysis statistics the Caterpillar-SSA processing is identification, analysis and forecast time series analysis statistics of additive components of time series (trends, periodicities, time series analysis statistics noise)
- Neuro: Dynamic Time Series Analysis - Features the visualization of the multi-channel, multi-frequency digitized data, discrimination, correlation analysis, spectrum, expected density and other functions.
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